They are effective because they create a sense of mystery and fear quickly. In just two sentences, they can introduce a terrifying situation like 'I opened the old wardrobe. A pair of eyes stared back at me.' It makes your mind fill in the blanks and imagine the worst - case scenarios.
Another really scary one could be 'My phone rang at 3 am. The caller ID said it was me.' It plays on the idea of the self being something other or unknown, and calls at that time are always spooky.
They are concise. For example, 'The phone rang in the dead of night. It was my voice on the other end asking for help.' In just two sentences, it creates a sense of dread. They often rely on the unexpected. Like 'I found a door in my basement that wasn't there before. When I opened it, a cold hand grabbed mine.' It takes a normal situation and twists it into something terrifying.
I think 'The clock stopped at midnight. Then I heard footsteps.' is quite scary. It gives this feeling of something ominous starting right at a spooky time.
Here's another: 'The old doll in the attic blinked. I ran out and never went back.' This creates a sense of unease with the simple and unexpected actions. The blinking of the doll, which is an inanimate object, is very creepy.